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SCGLR (version 1.1)

infoCriterion: Function that calculates cross-validation selection criteria

Description

Function that calculates cross-validation selection criteria

Usage

infoCriterion(ynew, pred, family, type, size = NULL,
    npar = 0)

Arguments

ynew
data matrix corresponding to the observations used as test sample
pred
predicted value of the linear predictor obtained from Xnew and the estimated parameters
family
a vector of the same length as the number of responses containing characters identifying the distribution families of the dependent variables. "bernoulli", "binomial", "poisson" or "gaussian" are allowed.
type
information criterion used. Likelihood, aic, bic, aicc or Mean Square Prediction Error (mspe) are defined. auc also defined for Bernoulli cases only.
size
describes the number of trials for the binomial dependent variables. A (number of statistical units * number of binomial dependent variables) matrix is expected.
npar
number of parameters used for penalisation

Value

  • a matrix containing the criterion value for each dependent variable (row) and each number of components (column)